Depends who you go lapping with.
Autox is normally a bit more sanctioned. They make sure you have helmets all the time, waivers are always signed, it's safe(r) and there aren't idiots out on the track. Also, you're the only one on that part of the course at that point in time.
Lapping, you tend to go much faster, stress your car out a lot more - but have a lot more fun (I find anyways). Some of the groups don't make you wear helmets (uhh, stupidest thing ever btw), others limit passing to only the straightaways, and when you wave someone by (smart, but depending on track length - annoying).
Get an up to date hemlet that you find comfortable (HJC, Bell, Simpson, etc) are comfortable, and can be used for different activities (sledding, drag racing, autox, lapping, etc.). Make sure your car is mechanically sound - this is the most important part. Lots of people (kids) cut corners, and put so many people in danger. If you're going to go out on the track be smart. Good tires/brakes/suspension are a must, along with all your safety gear working.
Also, go out and get to know the scene. Get to know how it works, and then start to push your car. No point in going out and thinking you're Schumacher, but end up in the wall like Tracy.
Just be smart, and have fun!
n00b guide to autocross/roadracing?
Linear Mode
